+7,553.0%
CCEP vs COO
+5,356.1%
+2,196.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.9% |
| 7D | +2.6% | +4.7% | -2.1% | +2.2% |
| 30D | +15.1% | +13.9% | +1.2% | +14.0% |
| 3M | +7.3% | -14.9% | +22.2% | +8.5% |
| 6M | +23.4% | +2.0% | +21.4% | +23.0% |
| YTD | +29.4% | -23.9% | +53.3% | +31.8% |
| 1Y | +34.2% | -9.6% | +43.9% | +34.9% |
| 3Y | +108.4% | -25.4% | +133.8% | +111.3% |
| 5Y | +147.3% | -41.2% | +188.4% | +154.3% |
| 10Y | +301.3% | +42.1% | +259.3% | +290.5% |
| All | +7,553.0% | +5,356.1% | +2,196.9% | +6,467.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling